An optimal combination of sequential identification and control for a linea
r bounded-input bounded-noise discrete-time ARX plant is considered, Variou
s configurations of identifying/controlling sequences are investigated in o
rder to fmd an optimal tradeoff. The optimal identifying input sequence is
determined by maximization of a given identification accuracy measure while
the control input sequence is derived to assure a good tracking of the con
trol system. A second-order model is taken for simulation and optimization.